I had experienced this issue and have seen many others experiencing the same on many online forums. I'm not sure if its totally isolated to just Sky or other ISP's or if the cause/fault is Apple Music's side, but I have a feeling its Sky/ISP related.
But, my reason for posting is to post a solution I came across.
If you are unable to download/make available offline in Apple Music (on your iPhone):
1: Go into Settings/Wifi. On your network, touch the i.
2: On the next screen, touch the DNS part and change the number to 199.85.126.10
You should now be able to download/make available offline again in the Apple Music/Music app.
If you have a Mac and are having a similar issue in iTunes (i.e. when you click on the iCloud icon on a particular album/song you have in your library to choose to download it to your computer). You can do the following to sort it out.
On your Mac:
1: Go into System Preferences/Network.
2: Click the Network preference pane in the System Preferences window.
The Network preference pane will display all of the network connection types currently available to your Mac. Usually only one connection type is active, as indicated by the green dot next to its name. Select the connection type whose DNS settings you wish to change.
3: Click the 'Advanced' button. The Advanced Network sheet will display.
4: Click the 'DNS' tab. This will display two lists. One of the lists contains the DNS Servers and the other list contains Search Domains. We will not address Search Domains in this tip, so you can safely ignore them at this time.
5: Click the '+' (plus sign) in the bottom left corner.
Enter the DNS server address, which is 199.85.126.10
6: Once you have finished making your edits, click the 'OK' button. This will close the Advanced Network sheet and return you to the main Network Preference pane.
7: Click the 'Apply' button to complete the DNS editing process.
